User’s Manual for SparseCoLO: Conversion Methods for Sparse Conic-form Linear Optimization Problems

SparseCoLO is a Matlab package for implementing the four conversion methods, proposed by Kim, Kojima, Mevissen, and Yamashita, via positive semidefinite matrix completion for an optimization problem with matrix inequalities satisfying a sparse chordal graph structure. It is based on quite a general description of optimization problem including both primal and dual form of linear, … Read more

High accuracy semidefinite programming bounds for kissing numbers

The kissing number in n-dimensional Euclidean space is the maximal number of non-overlapping unit spheres which simultaneously can touch a central unit sphere. Bachoc and Vallentin developed a method to find upper bounds for the kissing number based on semidefinite programming. This paper is a report on high accuracy calculations of these upper bounds for … Read more

High accuracy semidefinite programming bounds for kissing numbers

The kissing number in n-dimensional Euclidean space is the maximal number of non-overlapping unit spheres which simultaneously can touch a central unit sphere. Bachoc and Vallentin developed a method to find upper bounds for the kissing number based on semidefinite programming. This paper is a report on high accuracy calculations of these upper bounds for … Read more

A New Relaxation Framework for Quadratic Assignment Problems based on Matrix Splitting

Quadratic assignment problems (QAPs) are among the hardest discrete optimization problems. Recent study shows that even obtaining a strong lower bound for QAPs is a computational challenge. In this paper, we first discuss how to construct new simple convex relaxations of QAPs based on various matrix splitting schemes. Then we introduce the so-called symmetric mappings … Read more

Primal and dual linear decision rules in stochastic and robust optimization

Linear stochastic programming provides a flexible toolbox for analyzing real-life decision situations, but it can become computationally cumbersome when recourse decisions are involved. The latter are usually modelled as decision rules, i.e., functions of the uncertain problem data. It has recently been argued that stochastic programs can quite generally be made tractable by restricting the … Read more

Free Material Optimization with Fundamental Eigenfrequency Constraints.

The goal of this paper is to formulate and solve free material optimization problems with constraints on the smallest eigenfrequency of the optimal structure. A natural formulation of this problem as linear semidefinite program turns out to be numerically intractable. As an alternative, we propose a new approach, which is based on a nonlinear semidefinite … Read more

Theta Bodies for Polynomial Ideals

Inspired by a question of Lov\’asz, we introduce a hierarchy of nested semidefinite relaxations of the convex hull of real solutions to an arbitrary polynomial ideal, called theta bodies of the ideal. For the stable set problem in a graph, the first theta body in this hierarchy is exactly Lov{\’a}sz’s theta body of the graph. … Read more

Exploiting Sparsity in Linear and Nonlinear Matrix Inequalities via Positive Semidefinite Matrix Completion

A basic framework for exploiting sparsity via positive semidefinite matrix completion is presented for an optimization problem with linear and nonlinear matrix inequalities. The sparsity, characterized with a chordal graph structure, can be detected in the variable matrix or in a linear or nonlinear matrix-inequality constraint of the problem. We classify the sparsity in two … Read more

Optimizing a Polyhedral-Semidefinite Relaxation of Completely Positive Programs

It has recently been shown (Burer, 2006) that a large class of NP-hard nonconvex quadratic programs (NQPs) can be modeled as so-called completely positive programs (CPPs), i.e., the minimization of a linear function over the convex cone of completely positive matrices subject to linear constraints. Such convex programs are necessarily NP-hard. A basic tractable relaxation … Read more

Semidefinite Programming Approaches to Distance Geometry Problems

Given a subset of all the pair-wise distances between a set of points in a fixed dimension, and possibly the positions of few of the points (called anchors), can we estimate the (relative) positions of all the unknown points (in the given dimension) accurately? This problem is known as the Euclidean Distance Geometry or Graph … Read more